Uses of Class
com.quantfinlib.alpha.CapacityCurve

Packages that use CapacityCurve

Package	Description
com.quantfinlib.alpha	Cross-sectional alpha research: signal generation, evaluation, validation, execution-aware backtesting, portfolio construction and reporting, each a separate step.

Uses of CapacityCurve in com.quantfinlib.alpha

Methods in com.quantfinlib.alpha that return CapacityCurve

Modifier and Type	Method	Description
static CapacityCurve	CapacityCurve.compute(AlphaContext ctx, AlphaFactor factor, AlphaBacktester.Config base, AlphaBacktester.RiskOptions options, double[] capitals, double maxParticipation)	As CapacityCurve.compute(AlphaContext, AlphaFactor, AlphaBacktester.Config, AlphaBacktester.WeightBuilder, double[], double) with the risk-model construction.
static CapacityCurve	CapacityCurve.compute(AlphaContext ctx, AlphaFactor factor, AlphaBacktester.Config base, AlphaBacktester.WeightBuilder builder, double[] capitals, double maxParticipation)	Runs the backtest at each capital (ascending, each > 0) with the given construction.